Відділ теорії випадкових процесів

Докладчики: Aндрей А. Дороговцев (Институт математики НАНУ), Ясмина Джорджевич (Университет Осло) Тема: Monge-Kantorovich problem for stochastic flows

Докладчик: Е.В. Глиняная (Институт математики НАН Украины) Тема: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow

Докладчик: В.К. Юськович (Национальный технический университет Украины “Киевский политехнический институт им. Игоря Сикорского”) Тема: On a limit behavior of solutions to multidimensional SDEs

Докладчик: Г.В. Рябов Тема: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities

Докладчик: Xia Chen (University of Tennessee, Knoxville) Тема: Intermittency for hyperbolic Anderson models with time-independent Gaussian noise Aннотация. Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system. Compared to the parabolic Anderson equation, […]

Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine) Topic: Brownian motion in a Euclidean space with a membrane located on a given hyperplane. The presentation is based on the results of joint investigations with Prof. Bohdan Kopytko. Abstract. Brownian motion in a Euclidean space with a membrane located on a given hyperplane and acting in a normal direction […]

Докладчик: А.А. Дороговцев (Институт математики НАН Украины) Тема: Isonormal processes associated with Brownian motion

Докладчик: Н.Б. Вовчанский (Институт математики НАН Украины) Тема: On the convergence of 1-point densities for Arratia flows

Докладчик: Mikhail Neklyudov Тема: Ergodicity for infinite particle systems with locally conserved quantities

Докладчик: Naoufel Salhi (Университет Картажа) Тема: Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion